The Godfather Series
It's a Wonderful Life
Citizen Kane
Raging Bull
The Good, Bad and Ugly
Blade Runner
The Bourne Series
Thor
Apocalypse Now
The Avengers
Mad Max
The Green Mile
Full Metal Jacket
The Professional

For Blade Runner it's worth getting the 25th or 30th anniversary DVD with all the different versions. It's a masterpiece of a movie and dark. It stands up the test of time too. It's not for everyone though.

The Green Mile is just a classic movie.

FMJ and apocalypse now are also must sees.

I haven't seen Thor but didn't think it was meant to be on the level of the others you mention.

The Professional is great. Gotta see that although there are dated 90 mob guys with pony tails and uzis.

I will add City Of God(Brazilian slums and children gangs) which is a top5 all timer for me.

Children Of Men

LA Confidential

I also have never watched the Godfather all the way through. I am a movie buff and love mafia movies too so I feel I have seen every inspiration of and heard wayy to many refrences to it for me to enjoy it I think.